0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover149.86%IV8.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1587Delta0.0556Gamma128.58Leverage Ratio-0.3500Theta0.0002Rho20.41Eff Leverage0.0070Vega